Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 550 000 | 550 000 | 532 032 | 532 032 | 733 861 CHF | 739 182 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 530 000 | 530 000 | 528 206 | 528 206 | 720 200 CHF | 725 482 CHF | 99,88% | 99,88% |
18/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 530 000 | 530 000 | 527 359 | 527 359 | 721 271 CHF | 726 545 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 530 000 | 530 000 | 519 346 | 519 346 | 700 684 CHF | 705 877 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 520 000 | 520 000 | 525 214 | 525 214 | 713 376 CHF | 718 628 CHF | 99,04% | 99,04% |
13/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 530 000 | 530 000 | 519 438 | 519 438 | 696 741 CHF | 701 936 CHF | 99,00% | 99,00% |
12/11/2024 | 0,85% | 1,32 CHF | 1,33 CHF | 520 000 | 520 000 | 479 014 | 479 014 | 595 234 CHF | 600 175 CHF | 97,82% | 97,82% |
11/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 440 000 | 440 000 | 435 196 | 435 196 | 422 322 CHF | 426 674 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 440 000 | 440 000 | 438 175 | 438 175 | 442 686 CHF | 447 068 CHF | 98,93% | 98,93% |
07/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 430 000 | 430 000 | 428 957 | 428 957 | 417 755 CHF | 422 045 CHF | 100,00% | 100,00% |